+272.2%
ACGL vs RGEN
+430.0%
-157.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.6% |
| 7D | -0.7% | -4.9% | +4.2% | -0.3% |
| 30D | -1.0% | +5.7% | -6.7% | -1.6% |
| 3M | +11.0% | +32.4% | -21.4% | +7.8% |
| 6M | -0.3% | +33.2% | -33.5% | -3.6% |
| YTD | +2.3% | +2.3% | 0.0% | +1.3% |
| 1Y | +6.4% | +39.0% | -32.6% | +1.8% |
| 3Y | +34.0% | -4.6% | +38.6% | +29.7% |
| 5Y | +161.6% | -42.7% | +204.3% | +161.1% |
| All | +272.2% | +430.0% | -157.8% | +163.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RGEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling